Multifactor equity modelling using random coefficents.

Multifactor equity modelling using random coefficents.

This dissertation aims to develop a model of equity risk and return for applications in portfolio and risk management. The methodology that is used in this dissertation is based on the concepts of random coefficients regression.

Bibliographic Details
Main Author:	Lim, Andrew Tou Nan.
Other Authors:	Young, Robert Martin
Format:	Thesis
Published:	2008
Subjects:	DRNTU::Business::Finance::Portfolio management DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/7484

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